Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-01 00:00:00+00:00 0.553819 0.620301 0.694865 0.785346 0.893060 1.018320 1.176689
2024-12-08 00:00:00+00:00 0.458716 0.537317 0.631328 0.753855 0.912082 1.113532 1.396279
2024-12-15 00:00:00+00:00 0.414002 0.502823 0.614828 0.769982 0.985354 1.283662 1.747651
2024-12-22 00:00:00+00:00 0.386131 0.483834 0.612875 0.801738 1.082242 1.504105 2.233717
2024-12-29 00:00:00+00:00 0.358118 0.460274 0.600446 0.815396 1.154123 1.703264 2.755179
2025-01-05 00:00:00+00:00 0.333751 0.438349 0.586678 0.823700 1.217863 1.903773 3.358243
2025-01-12 00:00:00+00:00 0.309696 0.414020 0.566037 0.817525 1.255650 2.067871 3.962919
2025-01-19 00:00:00+00:00 0.282222 0.382035 0.530318 0.781854 1.235349 2.117399 4.337339
2025-01-26 00:00:00+00:00 0.268568 0.369227 0.522419 0.790669 1.296211 2.344288 5.275575
2025-02-02 00:00:00+00:00 0.256909 0.358306 0.516142 0.800985 1.361399 2.599977 6.473744
2025-02-09 00:00:00+00:00 0.243056 0.342809 0.500864 0.793049 1.388382 2.776568 7.569158
2025-02-16 00:00:00+00:00 0.232822 0.332198 0.492582 0.796668 1.439914 3.031020 9.193099
2025-02-23 00:00:00+00:00 0.216059 0.310425 0.464422 0.760928 1.402837 3.051080 9.940954
2025-03-02 00:00:00+00:00 0.201570 0.291476 0.439715 0.729287 1.370104 3.076007 10.775145
2025-03-09 00:00:00+00:00 0.195735 0.286330 0.438515 0.743739 1.447284 3.453397 14.023012
2025-03-16 00:00:00+00:00 0.192600 0.285381 0.444518 0.773372 1.568036 4.029300 19.929090
2025-03-23 00:00:00+00:00 0.187247 0.280279 0.442518 0.785973 1.648896 4.517934 27.000367
2025-03-30 00:00:00+00:00 0.181637 0.274357 0.438477 0.793619 1.718675 5.010466 36.655049
2025-04-06 00:00:00+00:00 0.174755 0.265799 0.428808 0.787606 1.749172 5.365371 47.116817
2025-04-13 00:00:00+00:00 0.165032 0.251745 0.407752 0.753634 1.691985 5.307369 50.787580
2025-04-20 00:00:00+00:00 0.160905 0.247422 0.405158 0.761954 1.763617 5.900237 73.925077
2025-04-27 00:00:00+00:00 0.157190 0.243619 0.403278 0.771718 1.842651 6.600237 114.931523
2025-05-04 00:00:00+00:00 0.151866 0.236623 0.394593 0.764161 1.864607 7.015748 160.505641